bool NOX::Direction::SteepestDescent::compute(Abstract::Vector& dir,
Abstract::Group& soln,
const Solver::Generic& solver)
{
NOX::Abstract::Group::ReturnType status;
// Compute F at current solution
status = soln.computeF();
if (status != NOX::Abstract::Group::Ok)
throwError("compute", "Unable to compute F");
// Compute Jacobian at current solution
status = soln.computeJacobian();
if (status != NOX::Abstract::Group::Ok)
throwError("compute", "Unable to compute Jacobian");
// Scale
switch (scaleType) {
case NOX::Direction::SteepestDescent::TwoNorm:
meritFuncPtr->computeGradient(soln, dir);
dir.scale(-1.0/dir.norm());
break;
case NOX::Direction::SteepestDescent::FunctionTwoNorm:
meritFuncPtr->computeGradient(soln, dir);
dir.scale(-1.0/soln.getNormF());
break;
case NOX::Direction::SteepestDescent::QuadMin:
meritFuncPtr->computeQuadraticMinimizer(soln, dir);
break;
case NOX::Direction::SteepestDescent::None:
meritFuncPtr->computeGradient(soln, dir);
dir.scale( -1.0 );
break;
default:
throwError("compute", "Invalid scaleType");
}
return true;
}
double NOX::LineSearch::Utils::Slope::
computeSlopeWithOutJac(const Abstract::Vector& dir,
const Abstract::Group& grp)
{
// Allocate space for vecPtr and grpPtr if necessary
if (Teuchos::is_null(vecPtr))
vecPtr = dir.clone(ShapeCopy);
if (Teuchos::is_null(grpPtr))
grpPtr = grp.clone(ShapeCopy);
// Check that F exists
if (!grp.isF())
{
utils.out() << "NOX::LineSearch::Utils::Slope::computeSlope - Invalid F" << std::endl;
throw "NOX Error";
}
// Compute the perturbation parameter
double lambda = 1.0e-6;
double denominator = dir.norm();
// Don't divide by zero
if (denominator == 0.0)
denominator = 1.0;
double eta = lambda * (lambda + grp.getX().norm() / denominator);
// Don't divide by zero
if (eta == 0.0)
eta = 1.0e-6;
// Perturb the solution vector
vecPtr->update(eta, dir, 1.0, grp.getX(), 0.0);
// Compute the new F --> F(x + eta * dir)
grpPtr->setX(*vecPtr);
grpPtr->computeF();
// Compute Js = (F(x + eta * dir) - F(x))/eta
vecPtr->update(-1.0/eta, grp.getF(), 1.0/eta, grpPtr->getF(), 0.0);
return(vecPtr->innerProduct(grp.getF()));
}